Symbol | GBPUSD (Great Britain Pound vs US Dollar) |
Period | 1 Hour (H1) 2004.07.05 00:00 - 2006.04.28 00:00 (2004.07.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=150; InitialStop=70; TrailingStop=false;
SwingTrade=true;
PendingOrder=false;
PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 16372 | Ticks modelled | 1940813 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 304.14 | Gross profit | 1090.03 | Gross loss | -785.89 |
Profit factor | 1.39 | Expected payoff | 7.80 | | |
Absolute drawdown | 2.11 | Maximal drawdown (%) | 238.63 (2.3%) | | |
|
Total trades | 39 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 20 (45.00%) |
| Profit trades (% of total) | 21 (53.85%) | Loss trades (% of total) | 18 (46.15%) |
Largest | profit trade | 105.00 | loss trade | -49.50 |
Average | profit trade | 51.91 | loss trade | -43.66 |
Maximum | consecutive wins (profit in money) | 3 (209.29) | consecutive losses (loss in money) | 3 (-147.21) |
Maximal | consecutive profit (count of wins) | 209.29 (3) | consecutive loss (count of losses) | -147.21 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |